+17.4%
KRMN vs GWRE
-35.0%
+52.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -11.8% | -13.2% | +1.5% | -9.0% |
| 30D | -43.0% | -18.6% | -24.4% | -41.2% |
| 3M | -28.8% | +18.9% | -47.7% | -34.4% |
| 6M | -66.3% | -11.0% | -55.4% | -66.4% |
| YTD | -51.8% | -29.9% | -21.9% | -45.5% |
| 1Y | -44.7% | -44.3% | -0.4% | -28.0% |
| All | +17.4% | -35.0% | +52.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling